+319.2%
ZETA vs TAP
-22.9%
+342.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +26.5% | -6.3% | +32.8% | +27.8% |
| 30D | +10.3% | +2.7% | +7.6% | +9.4% |
| 3M | +30.5% | -3.7% | +34.3% | +30.9% |
| 6M | +129.4% | -2.0% | +131.4% | +128.6% |
| YTD | +83.1% | -12.3% | +95.5% | +85.6% |
| 1Y | +82.1% | -10.1% | +92.1% | +82.9% |
| 3Y | +352.3% | -25.3% | +377.6% | +364.2% |
| 5Y | +293.1% | -1.9% | +295.1% | +267.6% |
| All | +319.2% | -22.9% | +342.2% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling